Informa PLC (Germany) Market Value
| IEA Stock | EUR 9.80 0.10 1.01% |
| Symbol | Informa |
Informa PLC 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Informa PLC's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Informa PLC.
| 10/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in Informa PLC on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Informa PLC or generate 0.0% return on investment in Informa PLC over 60 days. Informa PLC is related to or competes with RELX PLC, Relx PLC, Wolters Kluwer, WOLTERS KLUWER, Pearson Plc, and Pearson Plc. Informa plc engages in business intelligence, academic publishing, and knowledge and events businesses worldwide More
Informa PLC Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Informa PLC's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Informa PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.83 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.02 |
Informa PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Informa PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Informa PLC's standard deviation. In reality, there are many statistical measures that can use Informa PLC historical prices to predict the future Informa PLC's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.07) |
Informa PLC Backtested Returns
At this point, Informa PLC is not too volatile. Informa PLC holds Efficiency (Sharpe) Ratio of 0.0063, which attests that the entity had a 0.0063% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Informa PLC, which you can use to evaluate the volatility of the firm. Please check out Informa PLC's Risk Adjusted Performance of (0.02), standard deviation of 1.3, and Market Risk Adjusted Performance of (0.06) to validate if the risk estimate we provide is consistent with the expected return of 0.008%. The company retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Informa PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Informa PLC is expected to be smaller as well. Informa PLC right now retains a risk of 1.28%. Please check out Informa PLC jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Informa PLC will be following its current trending patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Informa PLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Informa PLC time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Informa PLC price movement. The serial correlation of -0.75 indicates that around 75.0% of current Informa PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Informa PLC lagged returns against current returns
Autocorrelation, which is Informa PLC stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Informa PLC's stock expected returns. We can calculate the autocorrelation of Informa PLC returns to help us make a trade decision. For example, suppose you find that Informa PLC has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Informa PLC regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Informa PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Informa PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Informa PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Informa PLC Lagged Returns
When evaluating Informa PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Informa PLC stock have on its future price. Informa PLC autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Informa PLC autocorrelation shows the relationship between Informa PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Informa PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Informa Stock
Informa PLC financial ratios help investors to determine whether Informa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Informa with respect to the benefits of owning Informa PLC security.